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Dr. HE Yukun (何煜坤)

BSc (CUHK), MSc (ETH Zurich), PhD (Geneva)

Assistant Professor

Contact Information

Office:  AC1 Y6626
Phone: +852 34422152
Email: yukunhe@cityu.edu.hk

Research Interests

  • Probability; random matrix theory
The website of Hong Kong Probability Seminar. Everyone is welcome.


My papers on arXiv.


Preprints

  • He, Yukun. (2022). Spectral gap and edge universality of dense random regular graphs, arXiv 2203.07317.


Publications

  • Bao, Zhigang. & He, Yukun. (in press). Quantitative CLT for linear eigenvalue statistics of Wigner matrices. Annals of Applied Probability.
  • He, Yukun. & Knowles, Antti. (2021). Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs. Probability Theory and Related Fields, 180, 985 - 1056.
  • Bao, Zhigang. & He, Yukun. (2022). On Cramér–von statistic for the spectral distribution of random matrices. Annals of Applied Probability, 32, 4315 - 4355.
  • He, Yukun. (2020). Bulk eigenvalue fluctuations of sparse random matrices. Annals of Applied Probability, 30, 2846 - 2879.
  • He, Yukun. , Knowles, Antti. & Marcozzi, Matteo. (2019). Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs. Annals of Probability, 47, 3278 - 3302.
  • He, Yukun. & Knowles, Antti. (2020). Mesoscopic Eigenvalue Density Correlations of Wigner Matrices. Probability Theory and Related Fields, 177, 147 - 216.
  • He, Yukun. & Marcozzi, Matteo. (2019). Diffusion profile for random band matrices: a short proof. Journal of Statistical Physics, 177, 666 - 716.
  • He, Yukun. (2019). Mesoscopic Linear Statistics of Wigner Matrices of Mixed Symmetry Class. Journal of Statistical Physics, 175, 932 - 959.
  • He, Yukun. , Knowles, Antti. & Rosenthal, Ron. (2018). Isotropic self-consistent equations for mean-field random matrices. Probability Theory and Related Fields, 171, 203 - 249.
  • He, Yukun. & Knowles, Antti. (2017). Mesoscopic eigenvalue statistics of Wigner matrices. Annals of Applied Probability, 27, 1510 - 1550.


Teaching

  • Mathematical Finance, Spring 2022, Spring 2023
  • Discrete Mathematics, Autumn 2022
  • Introduction to Stochastic Processes, Spring 2023


Students

  • PhD advisor of Chen Wang, Jan 2023 --


Last update date : 28 Feb 2023